Before visiting the beach, make sure to go to the viewpoint of Três Castelos. It is called Miradouro dos Três Castelos. You can access it via the main walkway of Avenida Tomás Cabreira. The viewpoint has traditional Portuguese pavement stones, which gives it a nice atmopshere. From the viewpoint you have a wonderful view over both Praia da Rocha and Praia dos Três Castelos. Take your time to admire the fabulous view, before going down to the beach.